+20,630.1%
CELH vs PSX
+1,167.1%
+19,463.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -11.7% | +1.8% | -13.5% | -12.1% |
| 30D | +1.6% | +21.6% | -20.1% | -2.9% |
| 3M | -2.0% | +46.5% | -48.4% | -10.6% |
| 6M | -36.2% | +62.0% | -98.2% | -43.5% |
| YTD | -39.6% | +106.3% | -145.9% | -49.9% |
| 1Y | -50.7% | +103.0% | -153.6% | -59.0% |
| 3Y | -58.9% | +135.5% | -194.4% | -67.6% |
| 5Y | -5.4% | +368.5% | -373.9% | -38.3% |
| 10Y | +3,848.6% | +386.6% | +3,462.0% | +2,367.2% |
| All | +20,630.1% | +1,167.1% | +19,463.0% | +18,895.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling